学者信息

韩乾 (Qian Han)

王亚南经济研究院

合作者

已发表成果:

WOK 论文 14 篇;中文核心 6 篇;其它论文 10 篇;

  • Reexamining the impact of closing call auction on market quality: A natural experiment from the Shanghai stock exchange

    PACIFIC-BASIN FINANCE JOURNAL,0927-538X,2022-09.
    Han, Qian; Zhao, Chengzhi; Chen, Jing; Guo, Qian
    WOS:000854506000001   10.1016/j.pacfin.2022.101821
    收录情况:SSCI
  • Hawkes processes in finance: market structure and impact

    EUROPEAN JOURNAL OF FINANCE,1351-847X,2022-05.
    Chen, Jing; Taylor, Nick; Yang, Steve; Han, Qian
    WOS:000805281500001   10.1080/1351847X.2022.2060755
    收录情况:SSCI
  • Does the world smile together? A network analysis of global index option implied volatilities

    JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY,1042-4431,2022-03.
    Chen, Jing; Han, Qian; Ryu, Doojin; Tang, Jing
    WOS:000772018900008   10.1016/j.intfin.2021.101497
    收录情况:SSCI
  • Sovereign Credit Spread Spillovers in Asia

    SUSTAINABILITY,,2020-02-02.
    Guo, Biao; Han, Qian; Liang, Jufang; Ryu, Doojin; Yu, Jinyoung
    WOS:000522460200190   10.3390/su12041472
    收录情况:SCIE、SSCI
  • Forecasting the term structure of option implied volatility: The power of an adaptive method

    JOURNAL OF EMPIRICAL FINANCE,0927-5398,2018-12.
    Chen, Y; Han, Q; Niu, LL
    WOS:000454461900009   10.1016/j.jempfin.2018.09.006
    收录情况:SSCI、CPCI-S、CPCI-SSH
  • Are there gains from using information over the surface of implied volatilities?

    JOURNAL OF FUTURES MARKETS,0270-7314,2018-06.
    Guo, B; Han, Q; Lin, H
    WOS:000431500700002   10.1002/fut.21903
    收录情况:SSCI、CPCI-S、CPCI-SSH
  • Index Futures Trading Restrictions and Spot Market Quality: Evidence from the Recent Chinese Stock Market Crash

    JOURNAL OF FUTURES MARKETS,0270-7314,2017-04.
    Han, Qian; Liang, Jufang
    WOS:000397180500006   10.1002/fut.21825
    收录情况:SSCI
  • Cross Economic Determinants of Implied Volatility Smile Dynamics: Three Major European Currency Options

    EUROPEAN FINANCIAL MANAGEMENT,1354-7798,2016-11.
    Han, Qian; Liang, Jufang; Wu, Boqiang
    WOS:000388579200003   10.1111/eufm.12072
    收录情况:SSCI
  • How Important is a Non-Default Factor for CDS Valuation?

    JOURNAL OF FUTURES MARKETS,0270-7314,2015-11.
    Guo, Biao; Han, Qian; Lee, Jaeram; Ryu, Doojin
    WOS:000362448000006   10.1002/fut.21699
    收录情况:SSCI
  • THE NELSON-SIEGEL MODEL OF THE TERM STRUCTURE OF OPTION IMPLIED VOLATILITY AND VOLATILITY COMPONENTS

    JOURNAL OF FUTURES MARKETS,0270-7314,2014-08.
    Guo, Biao; Han, Qian; Zhao, Bin
    WOS:000339434400004   10.1002/fut.21653
    收录情况:SSCI
  • A Tale of Two Index Futures: The Intraday Price Discovery and Volatility Transmission Processes Between the China Financial Futures Exchange and the Singapore Exchange

    EMERGING MARKETS FINANCE AND TRADE,1540-496X,2013-SEP-OCT.
    Guo, Biao; Han, Qian; Liu, Maonan; Ryu, Doojin
    WOS:000329616400015   10.2753/REE1540-496X4905S414
    收录情况:SSCI
  • DOES INDEX FUTURES TRADING REDUCE VOLATILITY IN THE CHINESE STOCK MARKET? A PANEL DATA EVALUATION APPROACH

    JOURNAL OF FUTURES MARKETS,0270-7314,2013-12.
    Chen, Haiqiang; Han, Qian; Li, Yingxing; Wu, Kai
    WOS:000325349600004   10.1002/fut.21573
    收录情况:SSCI
  • Is the KOSPI 200 Options Market Efficient? Parametric and Nonparametric Tests of the Martingale Restriction

    JOURNAL OF FUTURES MARKETS,0270-7314,2013-07.
    Guo, Biao; Han, Qian; Ryu, Doojin
    WOS:000318043700002   10.1002/fut.21563
    收录情况:SSCI
  • Asymmetric and negative return-volatility relationship: The case of the VKOSPI

    INVESTMENT ANALYSTS JOURNAL,1029-3523,2012.
    Han, Q.; Guo, B.; Ryu, D.; Webb, R. I.
    WOS:000312005300006  
    收录情况:SCIE、SSCI
  • 商品期货有助于预测通货膨胀率吗

    中国经济问题,1000-4181,2021-01-20.
    姜圆;韩乾
    CSSCI
  • 短期国际资本流动与我国上市企业融资成本

    经济研究,0577-9154,2017.
    韩乾;袁宇菲;吴博强
    CSSCI 文科一类核心
  • 商品期货可以提供潜在组合多样化收益吗?

    金融研究,1002-7246,2017.
    粱巨方;韩乾
    CSSCI 文科一类核心
  • 上市公司经营业绩、年报披露择机与投资者关注

    中国经济问题,1000-4181,2016-07-20.
    韩乾;徐恒
    CSSCI
  • 融资约束抑制技术效率提升吗?——基于制造业微观数据的实证研究

    金融研究,1002-7246,2015-10-25.
    陈海强;韩乾;吴锴
    CSSCI 文科最优
  • 国家产业政策、资产价格与投资者行为

    经济研究,0577-9154,2014-12-20.
    韩乾;洪永淼
    CSSCI 文科最优
  • 改进股票期权交易管理规则

    中国金融,0578-1485,2023-02-01.
    韩乾
  • 加快构建丰富多样ETF期权产品体系

    证券时报,,2019-12-23.
    韩乾
  • A股市场实行T+0交易的可行性分析

    经济资料译丛,,2019-07-15.
    韩乾
  • 交易信息透明度对市场有什么影响?

    经济资料译丛,,2019-04-15.
    韩乾
  • 谈谈股指期货的两个认识误区

    证券日报,,2019-02-18.
    韩乾
  • 严惩股市造谣者

    经济日报,,2019-02-01.
    韩乾
  • 在中国股票市场投资为什么这么难?

    经济资料译丛,,2019-01-15.
    韩乾
  • 私募基金的“身份认同困境”

    证券市场周刊,1004-6291,2018.
    韩乾
  • 金融学的这些基本概念你真的理解了吗?

    经济资料译丛,,2017.
    韩乾
  • 浅谈如何发展和监管我国证券及衍生品市场

    第十届中国期货分析师论坛专刊,,2016-04-23.
    韩乾